Well, I have visited the hospital and done blood tests, ECG, etc. to rule out any other causes. The results came back fine. There is nothing physically wrong with me. Further, I know exactly WHY I feel depressed, but it's personal, but I do not have the power to change the circumstances I'm in at the moment. My BMI is normal (20.8) so I'm definitely not malnourished that is taking it too far I think.
Secondly, I don't care about ''looking good'' - I care about being proficient in Parkour, and increased strength will improve my jumping ability, and to get the strength I need to gain weight, but weight gain is no goal in itself for me. I have no interest in aesthetics neither in the gym nor in Parkour. I'm interested in efficiency and simplicity. This is why I choose starting strength in the first place.
Anyways, thanks, everybody.
I made further changes in my diet. I also now use a protein powder that gives 56+ grams of protein per day and an extra 1 100 calories. I have already seen results. On Friday I broke my PR: 80kg squat 5x3. Not one rep missed and only full squats. Monday; 81,25 and today 82,5. Now I just need this progression to continue.